+161.2%
U vs MSTU
-92.2%
+253.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.0% | +10.3% | +5.9% |
| 7D | +2.6% | -25.8% | +28.4% | +6.3% |
| 30D | +27.6% | -43.9% | +71.4% | +35.4% |
| 3M | +15.3% | +2.9% | +12.4% | +8.8% |
| 6M | +96.4% | -75.5% | +171.9% | +118.8% |
| YTD | +19.6% | -76.7% | +96.3% | +25.4% |
| 1Y | +42.1% | -88.9% | +131.1% | +64.1% |
| All | +161.2% | -92.2% | +253.4% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling